-47.6%
MARA vs COMP
+16.3%
-64.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +3.7% |
| 7D | +11.5% | +2.2% | +9.3% | +10.6% |
| 30D | -18.9% | +16.3% | -35.2% | -22.3% |
| 3M | -20.9% | -19.1% | -1.7% | -17.6% |
| 6M | -42.8% | +17.1% | -59.9% | -47.5% |
| YTD | -14.7% | -2.9% | -11.8% | -22.4% |
| 1Y | -47.6% | +8.8% | -56.4% | -56.0% |
| All | -47.6% | +16.3% | -64.0% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling